Masterplast Nyrt Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Monday, June 8th, 2026
1 Day
3,292.10
decreased by 94.81
1 Week
3,480.12
increased by 93.21
1 Month
4,139.22
increased by 752.31
Analysis last updated: Saturday, June 6, 2026 at 09:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0155 | 1.64 | |
| 0.0300 | 17.38 | |
| 0.9714 | 685.06 | |
| -0.0028 | -0.53 |
Estimation Period:
Oct 9, 2012 to Jun 5, 2026
Oct 9, 2012 to Jun 5, 2026
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